Estimation of the Kronecker and products of two mean vectors in multivariate analysis

• Autorzy: Heinz Neudecker , Götz Trenkler
• Języki publikacji: EN

Abstrakty

EN

In this paper the Kronecker and inner products of mean vectorsof two different populations are considered. Using the generalized jackknife approach, estimators for these products are constructed which turn out to be unbiased, provided one can assume multinormal distribution.

Słowa kluczowe

EN

multivariate normal distribution; Kronecker product; inner product; generalized jackknife; best unbiased estimator

Kategorie tematyczne

• 62F10: Point estimation

• Wydawca: Faculty of Mathematics, Computer Science and Econometrics, University of Zielona Góra
• Czasopismo: Discussiones Mathematicae Probability and Statistics
• Rocznik: 2005
• Tom: 25
• Numer: 2
• Strony: 207-215

Daty

wydano

2005

otrzymano

2004-05-14

Twórcy

autor

Heinz Neudecker

• Department of Econometrics, University of Amsterdam, Roetersstr. 11, NL-1018 WB Amsterdam, The Netherlands

autor

Götz Trenkler

• Department of Statistics, University of Dortmund, Vogelpothsweg 87, D-44221 Dortmund, Germany

Bibliografia

• [1] T.W. Anderson, An Introduction to Multivariate Statistical Analysis, John Wiley, New York 1984.
• [2] A.G. Ghazal and H. Neudecker, On second-order and fourth-order moments of jointly distributed random matrices. A survey, Linear Algebra and Its Applications 321 (2000), 63-93.
• [3] N.C. Giri, Multivariate Statistical Analysis, Marcel Dekker, New York 1996.
• [4] H.L. Gray and W.R. Schucany, The Generalized Jackknife Statistics, Marcel Dekker, New York 1972.
• [5] J.R. Magnus and H. Neudecker, Matrix Differential Calculus with Applications in Statistics and Econometrics, Wiley, New York 1988.

Identyfikatory

DOI

10.7151/dmps.1069